Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.13: Total Collateral Required Due to a 1 Notch Downgrade

Report Date Reporting Entity PID Product Counterparty G-SIB Maturity Amount Maturity Bucket Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Internal Internal Counterparty Business Line
2025-09-09 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Debt Issuing SPE No 2435411695.93 <1 Day 164967836.10 1-Notch Equities 3440132039.36 No IntO-7976 Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Investment Company or Advisor No 465525696.10 <1 Day 21891192.81 1-Notch None 3207536409.22 No Operations
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 85580313.30 <1 Day 256982375.04 1-Notch Other 1868264010.57 No IntO-7098 Finance
2025-09-09 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Bank No 1464215422.30 <1 Day 345949347.34 1-Notch Agency MBS 2489302289.75 No Finance
2025-09-09 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 137215785.62 <1 Day 360597014.06 1-Notch Corporate Bonds 908276673.61 No Finance
2025-09-09 Liberty Capital Markets Inc. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade PSE No 1265310535.71 <1 Day 235363326.81 1-Notch Treasuries 914517610.11 No IntO-7199 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade MDB No 2030028182.08 <1 Day 8324250.62 1-Notch None 3364847943.98 No Legal
2025-09-09 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Supervised Non-Bank Financial Entity No 2146779456.61 <1 Day 493833706.89 1-Notch Equities 2059631785.97 No Risk Management
2025-09-09 Liberty Mortgage Services Corp. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade PSE No 2886002698.59 <1 Day 166636334.68 1-Notch Treasuries 2837926780.27 No IntO-2421 Legal
2025-09-09 Liberty Mortgage Services Corp. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Pension Fund No 654210417.78 <1 Day 462540205.91 1-Notch Equities 3994102354.27 No Legal
2025-09-09 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail No 1905040991.50 <1 Day 61462772.74 1-Notch Corporate Bonds 1557953309.51 No IntO-3788 Risk Management
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.13 Total Collateral Required Due to a 1 Notch Downgrade PSE No 2575553733.79 <1 Day 358049663.29 1-Notch Other 4839227366.15 No Treasury
2025-09-09 Liberty Capital Markets Inc. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade MDB No 2366792975.47 <1 Day 458382409.97 1-Notch Agency MBS 1292950408.53 No IntO-5179 Legal
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 2632059079.73 <1 Day 387410222.27 1-Notch Treasuries 3264029470.00 No IntO-4111 Legal
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Supranational No 1678712683.89 <1 Day 1481720.56 1-Notch Other 1532756435.57 No Legal
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 563507922.56 <1 Day 225427932.68 1-Notch None 1733110019.84 No Treasury
2025-09-09 Liberty Capital Markets Inc. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Supranational No 582835983.78 <1 Day 149134075.12 1-Notch Cash 1610495867.60 No IntO-4613 Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 1220392488.12 <1 Day 292755641.75 1-Notch Other 943408871.11 No Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 1097956817.53 <1 Day 179608341.34 1-Notch Corporate Bonds 1380421420.55 No Finance
2025-09-09 Liberty Capital Markets Inc. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Investment Company or Advisor No 415719577.22 <1 Day 203141039.06 1-Notch Corporate Bonds 4179451709.54 No IntO-5046 Operations
2025-09-09 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Debt Issuing SPE No 2903049883.83 <1 Day 302582634.36 1-Notch Other 1175014143.64 No Risk Management
2025-09-09 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Supranational No 2628132530.80 <1 Day 216961666.60 1-Notch Agency MBS 4992562085.18 No Legal
2025-09-09 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 921387020.83 <1 Day 370586819.72 1-Notch Cash 2241138668.00 No IntO-7050 Legal
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 119891437.44 <1 Day 58752094.92 1-Notch Equities 1187874598.89 No Legal
2025-09-09 Liberty Mortgage Services Corp. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade MDB No 2316243001.22 <1 Day 48335998.29 1-Notch Corporate Bonds 468275839.39 No Treasury